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Trade: GRT/USDT/60/KCL/JMA/2161

Strategy
GRT/USDT/60/KCL/JMA/2161
Pair
GRT_USDT
Interval
1h
Score
443050
Daily Profit
0.230558
Profit Factor
1.415217
Profitability
58.375635
Streak
11.584552
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-04 23:01
Expiration Time
2025-12-18 21:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 240165.8726 232813.9976 7351.875 64571.7388 75345.764 -10774.0252
Total P&L (%) 240.1659 232.814 7.3519 64.5717 75.3458 -10.774
Avg Daily Profit (%) 0.2306 0.2235 0.0071 0.0478 0.0539 -0.0109
Buy And Hold Return (%) 27.5385 27.5385 27.5385 27.5385 27.5385 27.5385
Max Trade Drawdown -130312 -104117 -40080 -650388 -602055 -104876
Profit Factor 1.4152 1.5152 1.0581 1.0378 1.0542 0.9663
Total Trades 197 98 99 197 98 99
Winning Trades 115 49 66 115 49 66
Losing Trades 82 49 33 82 49 33
Profitability (%) 58.3756 50 66.6667 58.3756 50 66.6667
Ratio Avg Win / Avg Loss 1.0091 1.5152 0.529 0.74 1.0542 0.4832
Largest Winning Trade 150041 150041 8476 454288 454288 24267
Largest Losing Trade -31371 -31371 -12158 -169922 -169922 -22961
Avg Bars in Trades 123 226 21 123 226 21
Avg Bars in Winners 119 255 19 119 255 19
Avg Bars in Losers 128 197 26 128 197 26
Bars Traded 24362 22194 2168 24362 22194 2168
Profit Streak 11.5846 11.5846 68.5012 11.5846 11.5846 68.5012
Trades During Streak 3 1 7 3 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 443050 384113 -503447 -310645 -284838 -576766
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669604400000,
    "first_datapoint_time": 1670022000000,
    "last_datapoint_time": 1759604400000,
    "evaluation_time": 1759608105266,
    "expiration_time": 1766084400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 28,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            240165.8725953404,
            232813.997603969,
            7351.8749913716,
            64571.7387908624,
            75345.7640370638,
            -10774.0252462016
        ],
        [
            240.165873,
            232.813998,
            7.351875,
            64.571739,
            75.345764,
            -10.774025
        ],
        [
            0.230558,
            0.223501,
            0.007058,
            0.047836,
            0.053927,
            -0.010943
        ],
        [
            27.538462,
            27.538462,
            27.538462,
            27.538462,
            27.538462,
            27.538462
        ],
        [
            -130312,
            -104117,
            -40080,
            -650388,
            -602055,
            -104876
        ],
        [
            1.415217,
            1.515224,
            1.058099,
            1.037752,
            1.054182,
            0.966312
        ],
        [
            197,
            98,
            99,
            197,
            98,
            99
        ],
        [
            115,
            49,
            66,
            115,
            49,
            66
        ],
        [
            82,
            49,
            33,
            82,
            49,
            33
        ],
        [
            58.375635,
            50,
            66.666667,
            58.375635,
            50,
            66.666667
        ],
        [
            1.009111,
            1.515224,
            0.529049,
            0.739962,
            1.054182,
            0.483156
        ],
        [
            150041,
            150041,
            8476,
            454288,
            454288,
            24267
        ],
        [
            -31371,
            -31371,
            -12158,
            -169922,
            -169922,
            -22961
        ],
        [
            123,
            226,
            21,
            123,
            226,
            21
        ],
        [
            119,
            255,
            19,
            119,
            255,
            19
        ],
        [
            128,
            197,
            26,
            128,
            197,
            26
        ],
        [
            24362,
            22194,
            2168,
            24362,
            22194,
            2168
        ],
        [
            11.584552,
            11.584552,
            68.501218,
            11.584552,
            11.584552,
            68.501218
        ],
        [
            3,
            1,
            7,
            3,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            443050,
            384113,
            -503447,
            -310645,
            -284838,
            -576766
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669604400000,
    "first_datapoint_time": 1670022000000,
    "last_datapoint_time": 1759604400000,
    "evaluation_time": 1759608105266,
    "expiration_time": 1766084400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 28,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 117,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)